Beta, size and value effects on the JSE Securities Exchange, 1994-2007

Master Thesis

2010

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http://hdl.handle.net/11427/5806
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thesis_com_2010_strugnell_d.pdf (2.68 MB)
Authors
Strugnell, Dave
Supervisors
Gilbert, Evan
Kruger, Ryan
Journal Title
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Publisher

University of Cape Town

Department
Division of Actuarial Science
Faculty
Faculty of Commerce
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Abstract
Description
Keywords
Finance

Reference:

Strugnell, D. 2010. Beta, size and value effects on the JSE Securities Exchange, 1994-2007. University of Cape Town.

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